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RYWCX vs. DVSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYWCX vs. DVSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) and Driehaus Small Cap Growth Fund (DVSMX). The values are adjusted to include any dividend payments, if applicable.

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RYWCX vs. DVSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RYWCX
Rydex S&P SmallCap 600 Pure Growth Fund
5.56%7.76%7.20%17.03%-30.33%16.37%15.23%11.58%-13.17%
DVSMX
Driehaus Small Cap Growth Fund
0.67%16.66%27.44%18.93%-34.12%18.41%63.95%40.29%-8.71%

Returns By Period

In the year-to-date period, RYWCX achieves a 5.56% return, which is significantly higher than DVSMX's 0.67% return.


RYWCX

1D
0.99%
1M
-1.84%
YTD
5.56%
6M
4.83%
1Y
19.13%
3Y*
12.00%
5Y*
0.01%
10Y*
6.40%

DVSMX

1D
1.17%
1M
-4.31%
YTD
0.67%
6M
4.21%
1Y
38.13%
3Y*
19.63%
5Y*
4.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYWCX vs. DVSMX - Expense Ratio Comparison

RYWCX has a 2.26% expense ratio, which is higher than DVSMX's 0.99% expense ratio.


Return for Risk

RYWCX vs. DVSMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYWCX
RYWCX Risk / Return Rank: 4242
Overall Rank
RYWCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RYWCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYWCX Omega Ratio Rank: 3232
Omega Ratio Rank
RYWCX Calmar Ratio Rank: 4848
Calmar Ratio Rank
RYWCX Martin Ratio Rank: 5151
Martin Ratio Rank

DVSMX
DVSMX Risk / Return Rank: 7373
Overall Rank
DVSMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DVSMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DVSMX Omega Ratio Rank: 6060
Omega Ratio Rank
DVSMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DVSMX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYWCX vs. DVSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) and Driehaus Small Cap Growth Fund (DVSMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


RYWCXDVSMXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.46

-0.52

Sortino ratio

Return per unit of downside risk

1.48

1.99

-0.51

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.56

2.48

-0.93

Martin ratio

Return relative to average drawdown

6.45

8.83

-2.38

RYWCX vs. DVSMX - Sharpe Ratio Comparison

The current RYWCX Sharpe Ratio is 0.94, which is lower than the DVSMX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of RYWCX and DVSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYWCXDVSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.46

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.16

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.49

-0.25

Correlation

The correlation between RYWCX and DVSMX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYWCX vs. DVSMX - Dividend Comparison

RYWCX has not paid dividends to shareholders, while DVSMX's dividend yield for the trailing twelve months is around 0.21%.


TTM202520242023202220212020201920182017
RYWCX
Rydex S&P SmallCap 600 Pure Growth Fund
0.00%0.00%14.52%0.00%0.00%59.93%0.00%0.00%9.26%3.92%
DVSMX
Driehaus Small Cap Growth Fund
0.21%0.21%1.08%0.38%2.15%17.58%6.55%6.34%2.87%0.00%

Drawdowns

RYWCX vs. DVSMX - Drawdown Comparison

The maximum RYWCX drawdown since its inception was -60.64%, which is greater than DVSMX's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for RYWCX and DVSMX.


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Drawdown Indicators


RYWCXDVSMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-47.64%

-13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-15.39%

+6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-47.64%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

Current Drawdown

Current decline from peak

-8.02%

-9.60%

+1.58%

Average Drawdown

Average peak-to-trough decline

-13.54%

-17.55%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

4.33%

-1.07%

Volatility

RYWCX vs. DVSMX - Volatility Comparison

The current volatility for Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) is 8.13%, while Driehaus Small Cap Growth Fund (DVSMX) has a volatility of 11.64%. This indicates that RYWCX experiences smaller price fluctuations and is considered to be less risky than DVSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYWCXDVSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

11.64%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

20.52%

-6.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

28.49%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.96%

28.78%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

29.52%

-4.83%